Summary of Timing Data for One Trade of the Parallel 
         Option Pricing Models on Various Platforms

Platform       Machine      EUS     AMS       Speedup
                size       (sec.)  (sec.)    EUS    AMS

SUN10(seq.)        1       1.087   1.186
SUN4(seq.)         1       2.07    2.31    
SUN IPC(seq.)      1       4.05    4.25

CM-5(with VU)     32               0.025

DECmpp-12000    8192       0.075   0.045

CM-2            8192               0.05

Alpha+Gigswitch    1       0.469   0.553     1      1
(PVM3)             2       0.239   0.279     1.96   1.98 
                   4       0.130   0.151     3.61   3.67
                   8       0.089   0.099     5.27   5.59

IBM-SP1+Ethernet   1       0.505   0.568     1      1
(PVM3, EUI/IP)     2       0.260   0.290     1.94   1.96
                   4       0.145   0.160     3.48   3.55
                   8       0.094   0.110     5.37   5.16

IBM-SP1+HPswitch   8       0.0602  0.0663
(PVM3, EUI)

Note: 

1. The timing data is measured when the level of binomial 
   tree is 17. 
2. On MIMD machines, all the two models weakly depend on 
   communication but solely depend on node performance of 
   the parallel systems. But on SIMD machine, it also 
   depends on communication. Different algorithms are used 
   on MIMD (with explicit message passing paradigm) and on 
   SIMD (with Fortran90 data parallel paradigm) systems.
3. EUS --- EUropean Stocahstic volatility binomial model;
   AMS --- AMerican Stocahstic volatility binomial model.